Basically all that means on the first login attempt is that your store settings are not complete yet.
At this point you will want to click on the "program settings" link in the menu. Next a screen will come up and there you will want to chose "Main AgoraCart (or program) Settings". Once in the main settings manager, there is a box that indicated your store URL and an SSL URL. make sure those are accurate ... with atleast 2 "." in the main portion of your store's URL (like www.yourdomain.com/etc) ... then press submit even if it is correct. You may have to re-login after doing so, but that is normal.
Then proceed to setup the other store managers and areas of your store.
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